Deviation inequalities for Banach space valued martingales differences sequences and random fields
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Abstract: We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of normalized maxima of partial sums.
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Cited in
(15)- Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation
- Deviation inequalities for martingales with applications
- Probability inequalities and Rosenthal inequalities for the sequence of martingale differences
- Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
- scientific article; zbMATH DE number 4000785 (Why is no real title available?)
- scientific article; zbMATH DE number 822104 (Why is no real title available?)
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